The US DOE “Energy Economy” web pages will introduce you to all things relating to the economics of energy, and their EIA (mentioned above) is the main US source for fossil fuel pricing, from both the production and the retail standpoint.
Internationally, the OECD’s International Energy Agency (IEA) collects supply, demand, trade, production and consumption data, including price and tax data, relating to oil, gas, and coal, as well as renewables. In the OECD iLibrary go to the Data tab to find detailed IEA databases as well as PDF reports and book series such as World Energy Balances, World Energy Outlook, and World Energy Statistics. For more international data (particularly in the developing world), you might want to try Energydata.info. This includes geospatial data and a lot on renewables, especially solar potential.
Finally, a good place to locate tabular data of all sorts is the database ProQuest Statistical Insight. It indexes publications from government agencies at all levels, IGOs and NGOs, and trade associations, usually providing the data tables or links to the data.
